-14.8%
IOVA vs UMAC
+488.3%
-503.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -3.3% |
| 7D | -6.4% | -4.0% | -2.4% | -6.3% |
| 30D | +25.4% | -9.4% | +34.8% | +25.5% |
| 3M | +115.3% | +3.0% | +112.4% | +112.8% |
| 6M | +56.5% | +27.2% | +29.3% | +51.4% |
| YTD | +198.2% | +84.7% | +113.5% | +182.4% |
| 1Y | +242.0% | +136.5% | +105.5% | +218.5% |
| All | -14.8% | +488.3% | -503.0% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling